-9.4%
NVTS vs RVMD
+654.1%
-663.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | -11.9% | +0.3% | -12.3% | -12.1% |
| 3M | -49.2% | +38.9% | -88.1% | -53.8% |
| 6M | +38.4% | +108.1% | -69.7% | +7.4% |
| YTD | +62.5% | +160.7% | -98.3% | +14.8% |
| 1Y | +101.4% | +407.3% | -305.9% | +13.4% |
| 3Y | +40.4% | +546.6% | -506.1% | -34.7% |
| All | -9.4% | +654.1% | -663.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling